According to new research released Monday, Americans feel less free than Canadians and more scared on a daily basis than Bangladeshis, Egyptians, and Sudanese.

VANCOUVER, CANADA - JANUARY 19: Canadian fans celebrate a 6-0 win against Haiti during the 2012 CONCACAF Women's Olympic Qualifying Tournament at BC Place on January 19, 2012 in Vancouver, British Columbia, Canada. (Photo by Jeff Vinnick/Getty Images)

In late August, then-GOP presidential hopeful Scott Walkersaid building a wall along the 5,525-mile border between the United States and Canada was “a legitimate issue for us to look at.” Walker was roundly mocked for seeming to suggest that Canada was a hotbed of terrorists. Turns out it could be more accurately described as a hotbed of freedom and tolerance.

According to a new report from the Legatum Institute, a think tank based in London, 94 percent of Canadians believe they have the freedom to live their lives as they choose, while roughly 92 percent believe the country is a good place for immigrants. Canada, the report found, is the freest country in the entire world. It’s also the most tolerant of immigrants. (Disclosure: Foreign Policy’s Democracy Lab channel is published in partnership with Legatum.)

The United States, the self-declared “Land of the Free,” ranked 15th for personal freedom. According to the most recent data made available by Legatum, 87 percent of people surveyed expressed satisfaction in their ability to live their lives as they see fit. And the United States didn’t rank too far behind Canada on the question of how welcome immigrants are, with more than 84 percent of respondents saying they believed it was a good place for them to live.

Legatum’s annual index ranks the prosperity of 142 countries based on a number of factors, including their economy, education system, safety, and social capital. This year, and for the past six years, Norway has ranked as the most collectively prosperous of them all. That’s due in part to its generous health care system, closer social ties, and shared community values than other countries. Unsurprisingly, the Central African Republic, ravaged by civil war in recent years, came out at the very bottom this year, earning last place for entrepreneurship and opportunity, education, and health. In terms of overall prosperity, Afghanistan, Syria, and Yemen were not far behind, at 141st, 136th, and 135th, respectively.

But prosperity doesn’t necessarily translate to happiness or a sense of security.

The United States, for example, ranked overall as the 11th most prosperous country. According to Legatum’s research, both the world at large and the United States in particular have indeed become more dangerous, with the United States ranking 33rd for safety and security, compared to 31st last year. But Americans fear more for their safety each day than people living in Egypt, Bangladesh, and Sudan — countries that suffer from regular terrorist attacks, civil unrest, and war.

Just what exactly Americans have to be so scared about isn’t exactly clear. According to the Legatum data, more than 73 percent of Americans said they feel safe walking alone at night, compared to the global average of 61.9 percent. And while 17 percent had property stolen in 2014, that was still below the global average of 17.5 percent.

It may be politics that contributes to such high levels of fear in a country of peace. The United States is the only Western country that Legatum found to have high levels of state-sponsored violence, putting it on par with Saudi Arabia and Ukraine. Legatum’s analysis suggested recent civil unrest, including protests in Baltimore and Ferguson, may have contributed to increased safety concerns.

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Move Over, America: Canada Is the Land of the Free

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